Periodically correlated random sequences spectral theory and practice

The use of periodically correlated (or cyclostationary) processes has become increasingly popular in a range of research areas such as meteorology, climate, communications, economics, and machine diagnostics. The book presents the main ideas of these processes through the use of basic definitions al...

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Bibliographic Details
Main Author: Hurd, Harry L.
Other Authors: Miamee, Abolghassem
Format: eBook
Language:English
Published: John Wiley & Sons 2007
Series:Wiley series in probability and statistics
Subjects:
Online Access:
Collection: Wiley Online Books - Collection details see MPG.ReNa
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520 3 |a The use of periodically correlated (or cyclostationary) processes has become increasingly popular in a range of research areas such as meteorology, climate, communications, economics, and machine diagnostics. The book presents the main ideas of these processes through the use of basic definitions along with motivating, insightful, and illustrative examples. Extensive coverage of key concepts is provided, including second-order theory, Hilbert spaces, Fourier theory, and the spectral theory of harmonizable sequences. The authors also provide a paradigm for nonparametric time series analysis including tests for the presence of PC structures.